NEWSLETTER JANUARY 2013 #2

INSIDE THE NEWSLETTERThe year in review

Mid-term evaluation

Research visit at CMU

Annual OSE seminar

Publications 2012

About the group

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The annual seminar in Optimization and Systems Engineering arranged by the OSE group took place at Åbo Akademi University in November 2012. The plenary speaker was professor Stratos Pistikopoulos from Imperial College London.

READ MORE ABOUT THE SEMINAR ON PAGES 4–5

CENTER OF EXCELLENCE IN

OPTIMIZATION AND SYSTEMS ENGINEERING

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THE YEAR IN REVIEW – SOME HIGHLIGHTS2012

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JANUARY 4 Professor Tapio Westerlund joined the editorial board of Journal of Global Optimization, a Springer journal dealing with theoretical and computational aspects on global optimization and its applications in science, management and engineering. It was the seventh highest ranked journal 2011 in the subarea control and optimization of mathematics by SCImago Journal Rank.

AUGUST 31 Peter Lindberg defended his thesis “The knapsack problem approach in solving partial hedging problems of options”. The opponent was professor Wolfgang Runggaldier, Universitá degli Studi di Padova, Italy, and the custos was professor Paavo Salminen.

NOVEMBER 29 The annual seminar in Optimization and Systems Engineering took place in Turku.

MID-TERM PROJECT REPORT

The Optimization and Systems Engineering group was appointed an internal Center of Excellence for the time-period 2010–14. In October 2012, a mid-term project report was finalized and an evaluation was performed by the university using an external reviewer.

The report described the progress in the individual work-packages including all publications and other results obtained during the reporting period. Eight PhD students have fully or partly been funded by the project. In addition, thirteen professors and other post doctoral researchers have been involved in the project.

From January 2010 to May 2012, a total of 90 publications were published: one monograph, four book chapters, 70 peer-reviewed journal papers as well as a large number of conference papers. According to the guidelines, the 10 most valued publications were also included in the report.

“At 2.5 years into the program, the CoE has produced considerable research output and made significant breakthrough contributions in its thematic areas.”

EVALUATOR’S COMMENTS IN THE OSE MID-TERM REVIEW

Below some additional quotes from the evaluator’s report in November 2012:

“clear that the quality of these publications is very high. The 10 publications represent the strengths of the CoE and demonstrate the world-class nature of the CoE’s research.”

“The CoE has engaged in strong scientific activities that promote excellent research productivity. The senior researchers of the CoE are highly visible at an international level. They are active in conference participation and organization and perform exemplary editorial and advisory roles in the scientific community. Moreover, there is an excellent plan to integrate CoE researchers with interna-tional collaborators. In particular, with an annual OSE seminar from an international panelist and research exchanges and extended visits of CoE researchers with the panelists, the CoE has ensured an exposure to leading international research and an essential cross-fertilization for the CoE’s activities. As a result of these activities, the CoE has made links to the strongest groups in MINLP and global optimization around the world. The CoE international scientific panel in this area is second to none.”

From the included 10 representative publications, it is quite

VOLVO OCEAN RACE GAME 2012

Aided by one-hundred year old weather maps and his knowledge in optimization, PhD student Mikael Nyberg recently won a leg in one of the world’s largest virtual regattas, Volvo Ocean Race Game, with over 178 000 registered boats and about 90 000 participants. Nyberg was awarded a trip to Auckland, New Zeeland to visit the real Volvo Ocean Race when it visited the city.

When interviewed for the Åbo Akademi University news bulletin, Nyberg says “How the boats sail is easy to formulate mathematically. The problem is, however, that the combina-torial complexity is huge, since it grows exponentially with regards to the number of points.”

Nyberg used optimization software developed for the previous race by a Croatian programmer. In the software, where Nyberg helped with the optimization part, tree

structures containing all alternatives from the starting and end points are used. These tree structures are then combined, and as the game progresses, bad branches can be removed from the trees.

Thomas Johanson (to the left), helmsman on Puma Ocean Racing, and Mikael Nyberg in Auckland, New Zeeland

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SOME SELECTED OSE NEWS ITEMS

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CARNEGIE MELLON UNIVERSITYRESEARCH VISIT TO

FACTS ABOUT CMU§CMU is a private university founded in 1900 in Pitts-

burgh, Pennsylvania, USA. The metropolitan area of Pittsburgh has about 2.4 million inhabitants.

§The university campus is located about 5 km from the center of Pittsburgh, and in close proximity to the University of Pittsburgh.

§Has about 6 000 undergraduate and 6 000 post-graduate students in seven colleges and independent schools, including the Carnegie Institute of Technology and the Tepper School of Business.

§Academic Ranking of World Universities (ARWU) ranks CMU 2012 as the 9th best university world-wide in engineering, technology and computer sciences.

PHOTO: WIKIMEDIA COMMONS PHOTO: AXEL NYBERG

PITTSBURGH

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Group portrait from the poster session at the CAPD annual review meeting in March 2012

In the spring of 2012 I was at Carnegie Mellon University (CMU) in Pittsburgh, Pennsylvania, USA, as a visiting researcher for six months. I worked in professor Ignacio Grossmann's group together with PhD students from CMU and other visitors. While at CMU, I attended courses in optimization both at the Chemical Engineering Department as well as Tepper School of Business.

To my surprise, the university itself was not that much different from ÅAU. CMU has about 12 000 students (6 000 undergraduates) and the classes are relatively small with a nice atmosphere. In some of the courses I attended, there were only a handful of students.

Professor Grossmann is also the director for the Center of Advanced Process Decision-making (CAPD). The CAPD has a close collaboration with the industry, resulting for example in seminars with industry representatives as well as many joint research projects.

All in all, I had a wonderful time both at CMU and in Pittsburgh and I am very grateful to professor Grossmann for inviting me.

CMU campus in Pittsburgh Downtown Pittsburgh

AXEL NYBERGPhD student in the OSE group

ANNUAL OSE SEMINAR 2012

At the seminar, professor Pistikopoulos held the following two presentations:

§Multi-parametric programming and explicit model predic-tive control – a progress report

§Modeling, optimization and advanced control of biomedi-cal systems.

In addition to theoretical advances, he also illustrated some interesting applications in anesthesia and chemotherapy.

Professor Pistikopoulos is one of the most cited researchers in process systems engineering. In total, he is the author of eight books and over 250 scientific research papers.

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In addition, he has been the recipient of several awards and recognitions; the latest was the Computing in Chemical Engineering Award of the Computing and Systems Technology (CAST) Division of the American Institute of Chemical Engineers (AIChE).

After the plenary talks, the seminar continued with presen-tations of current research performed in the OSE group. All presentations given at the seminar are available on the OSE group’s website www.abo.fi/ose.

Modeling, optimization and control were the topics of the plenary lectures at the annual seminar in Optimization and Systems Engineering 2012 taking place at Åbo Akademi University in Turku on November 29. Keynote speaker was professor Stratos Pistikopoulos from Imperial College London, UK, one of the members of the International Scientific Panel of the OSE group.

This seminar is the third in its series. The goal is to invite a member

of the International Scientific Panel (see the last page) as the plenary

speaker at the annual seminar.

The previous two years, researchers from American universities were

invited: In 2011 professor Ignacio Grossmann from Carnegie Mellon

University was the plenary speaker, while professor Christodoulos

Floudas from Princeton University participated the year before.

An interesting fact is that both professor Pistikopoulos and professor

Floudas have been post graduate students of professor Grossmann.

Professors Floudas and Grossmann

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PRESENTATIONS AT THE SEMINAR

MORNING SESSION

AFTERNOON SESSION

CHAIRMAN: PROFESSOR TAPIO WESTERLUND

PROFESSOR STRATOS PISTIKOPOULOS§Multi-parametric programming and explicit model

predictive control – a progress report § Modeling, optimization and advanced control of

biomedical systems

CHAIRMAN: DR ANDREAS LUNDELL

AXEL NYBERG, PHD STUDENT§The quadratic assignment problem

OTTO NISSFOLK, PHD STUDENT§A metaheuristic optimization algorithm for binary

quadratic problems

ANDERS SKJÄL, PHD STUDENT§Two approaches to underestimating quadratic functions

JOHAN PENSAR, PHD STUDENT §A Bayesian score for LDAGs

AMIR SHIRDEL, PHD STUDENT§System identification in the presence of trends and outliers

MIKAEL NYBERG, PHD STUDENT§State splitting in continuous time STN-models

Pictures from the seminar. From the upper left: Axel Nyberg, Anders Skjäl, Amir Shirdel, Otto Nissfolk, Mikael Nyberg, Johan Pensar and Andreas Lundell

PHOTOS: MIKAEL NYBERG AND OTTO NISSFOLK

Prof. Pistikopoulos, dr Stefan Emet and prof. Westerlund

Professor Pistikopoulos during his lecture

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Arov, D. Z. and O. J. Staffans. “Symmetries in special classes of passive state/signal systems”. In: Journal of Functional Analysis 262 (2012), pp. 5021–5097.

Cheng, L., A. Walker, and J. Corander. “Bayesian estimation of bacterial community composition from 454 sequencing data”. In: Nucleic Acids Research 40.12 (2012), pp. 5240–5249. doi: 10.1093/nar/gks227.

Christensen, S., P. Salminen, and B. Q. Ta. “Optimal stopping of strong Markov processes”. In: Stochastic Processes and their Applications (to appear) (2012). Connor, T. R., J. Corander, and W. P. Hanage. “Population subdivision and the detection of recombination in non-typable Haemophilus influenzae”. In: Microbiology (2012). doi: 10.1099/mic.0.063073-0.

Corander, J., Y. Cui, T. Koski, and J. Sirén. “Have I seen you before? Principles of Bayesian predictive classification revisited”. In: Statistics and Computing (2012). Available online, pp. 1–15. issn: 0960-3174. doi: 10.1007/s11222-011-9291-7.

Corander, J., T. Koski, T. Pavlenko, and A. Tillander. “Bayesian Block-diagonal Predictive Classifier for Gaussian data”. In: Advances in Intelligent and Soft Computing. 2012.

Corander, J., J. Xiong, Y. Cui, and T. Koski. “Optimal Viterbi Bayesian predictive classification for data from finite alphabets”. In: Journal of Statistical Planning and Inference (2012). issn: 0378-3758. doi: 10.1016/j.jspi.2012.07.013.

Eronen, V.-P., M. M. Mäkelä, and T. Westerlund. “On the generalization of ECP and OA methods to nonsmooth convex MINLP problems”. In: Optimization available online (2012). doi: 10.1080/02331934.2012.712118.

Gauriot, R., L. Gunaratnam, R. Moroni, T. Reinikainen, and J. Corander. “Statistical Challenges in the Quantification of Gunshot Residue Evidence”. In: Journal of Forensic Sciences (in press) (2012).

Haan, C. de, K. Lampén, J. Corander, and M.-L. Hänninen. “Multilocus sequence types of environmental Campylobacter jejuni isolates and their similarities to those of human, poultry and bovine C. jejuni isolates”. In: Zoonoses and Public Health (in press, 2012).

Hakulinen, R., J. S. Puranen, J. V. Lehtonen, M. S. Johnson, and J. Corander. “Probabilistic Prediction of Contacts in Protein-Ligand Complexes”. In: PLoS ONE submitted (2012).

Högnäs, G. and L. Allen. “Special issue on Stochastic Difference Equations”. In: Journal of Difference Equations and Applications (2012). (Editors).

SELECTED PUBLICATIONS2012

BOOK CHAPTERS

Arov, D., M. Kurula, and O. Staffans. “Boundary control state/signal systems and boundary triplets”. In: Boundary Relations, Extension Theory, and Applications. Cambridge University Press, 2012.

Arov, D., M. Kurula, and O. Staffans. “Passive state/signal system and conservative boundary relations”. In: Boundary Relations, Extension Theory, and Applications. Cambridge University Press, 2012.

Lundell, A. and T. Westerlund. “Global optimization of mixed-integer signomial programming problems”. In: Mixed Integer Nonlinear Programming. Ed. by Jon Lee and Sven Leyffer. Vol. 154. The IMA Volumes in Mathematics and its Applications. Springer New York, 2012, pp. 349–369. isbn: 978-1-4614-1927-3. doi: 10.1007/978-1-4614-1927-3_12.

PEER-REVIEWED PAPERS

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Jern, P., L. Westberg, A. Johansson, L. Jonsson, J. Corander, N.K. Sandnabba, and P. Santtila. “Are single nucleotide polymorphisms in the oxytocin and vasopressin 1A/1B receptor genes likely candidates for variation in ejaculatory function?” In: British Journal of Urology International (in press) (2012). doi: 10.1111/j.1464-410X.2012.11419.x.

Johansson, A., P. Jern, P. Santtila, B. von der Pahlen, E. Eriksson, L. Westberg, H. Nyman, J. Pensar, J. Corander, and N. K. Sandnabba. “The Genetics of Sexuality and Aggression (GSA) Twin Samples in Finland”. In: Twin Research and Human Genetics FirstView (Oct. 2012), pp. 1–7. issn: 1839-2628. doi: 10.1017/thg.2012.108.

Laajala, T. D., J. Corander, N.M. Saarinen, K. Mäkelä, S. Savolainen, M.I. Suominen, E. Alhoniemi, S. Mäkelä, M. Poutanen, and T. Aittokallio. “Improved statistical modeling of tumor growth and treatment effect in pre-clinical animal studies with highly heterogeneous responses in vivo”. In: Clinical Cancer Research (in press) (2012).

Lundell, A., A. Skjäl, and T. Westerlund. “A reformulation framework for global optimization”. In: Journal of Global Optimization (2012), pp. 1–27. issn: 0925-5001. doi: 10.1007/s10898-012-9877-4.

Lundell, A. and T. Westerlund. “Finding an optimized set of transformations for convexifying nonconvex MINLP problems”. In: Proceedings of the 11th International Symposium on Process Systems Engineering 15-19 July 2012, Singapore. Ed. by I.A. Karimi and R. Srinivasan. 2012.

Marttinen, P., W. P. Hanage, N. J. Croucher, T. R. Connor, S. R. Harris, S. D. Bentley, and J. Corander. “Detection of recombination events in bacterial genomes from large population samples”. In: Nucleic Acids Research 40.1 (2012), e6. doi: 10.1093/nar/gkr928.

Mølgaard, B., T. Hussein, J. Corander, and K. Hämeri. “Forecasting size-fractionated particle number concentrations in the urban atmosphere”. In: Atmospheric Environment 46.0 (2012), pp. 155–163. issn: 1352-2310. doi: 10.1016/j.atmosenv.2011.10.004.

Nasution, D. and R. Östermark. “The impact of social pressures, locus of control, and professional commitment on auditors’ judgment: Indonesian evidence”. In: Asian Review of Accounting 20 (2012), pp. 163–178.

Nissfolk, O., R. Pörn, T. Westerlund, and F. Jansson. “A Mixed Integer Quadratic Reformulation of the Quadratic Assignment Problem with Rank-1 Matrix”. In: Proceedings of the 11th International Symposium on Process Systems Engineering 15-19 July 2012, Singapore. Ed. by I.A. Karimi and R. Srinivasan. 2012.

Nyberg, A., I. E. Grossmann, and T. Westerlund. “An efficient reformulation of the multiechelon stochastic inventory system with uncertain demands”. In: AIChE Journal 59.1 (2013), pp. 23–28. issn: 1547-5905. doi: 10.1002/aic.13977.

Nyberg, A. and T. Westerlund. “A new exact discrete linear reformulation of the quadratic assignment problem”. In: European Journal of Operational Research 220.2 (2012), pp.314–319. issn: 0377-2217. doi: 10.1016/j.ejor.2012.02.010.

Nyberg, M. and K.-M. Björk. “Improving convergence in a complex production planning problem with two hybrid methods”. In: Journal of Information, Intelligence and Knowledge 3 (2012).

Nyman, H., T. Talonen, A. Roine, M. Hupa, and J. Corander. “Statistical Approach to Quality Control of Large Thermodynamic Databases”. In: Metallurgical and Materials Transactions B 43 (5 2012), pp. 1113–1118. issn: 1073-5615. doi: 10.1007/s11663-012-9679-6.

Opmeer, M. R. and O. J. Staffans. “Coprime factorization and optimal control on the doubly infinite discrete time axis”. In: SIAM Journal of Control Optimization 50 (2012),pp. 266–285. doi: 10.1137/110823742.

Östermark, R. “Incorporating asset growth potential and bear market safety switches in international portfolio decisions”. In: Applied Soft Computing 12.8 (2012), pp. 2538–2549. issn: 1568-4946. doi: 10.1016/j.asoc.2012.03.052.

Sihvonen, L.M. ,K. Jalkanen, E. Huovinen, S. Toivonen, J. Corander, M. Kuusi, M. Skurnik, A. Siitonen, and K. Haukka. “Clinical isolates of Yersinia enterocolitica Biotype 1Arepresent two phylogenetic lineages with differing pathogenicity-related properties”. In: BMC Microbiology (in press, 2012).

Sirén, J., W.P. Hanage, and J. Corander. “Inference on Population Histories by Approximating Infinite Alleles Diffusion”. In: Molecular Biology and Evolution (in press, 2012).

Skjäl, A., R. Misener, T. Westerlund, and C. A. Floudas. “A generalization of classical αBB underestimation to include bilinear terms”. In: 22nd European Symposium on Computer Aided Process Engineering. Ed. by D. Bogle and M. Fairweather. Vol. 30. Computer Aided Chemical Engineering. Elsevier, 2012, pp. 1202–1206.

Skjäl, A., T. Westerlund, R. Misener, and C. Floudas. “A Generalization of the Classical αBB Convex Underestimation via Diagonal and Nondiagonal Quadratic Terms”. In: Journal of Optimization Theory and Applications 154 (2 2012), pp. 462–490. issn: 0022-3239. doi: 10.1007/s10957-012-0033-6.

Staffans, O. and G. Weiss. “A Physically Motivated Class of Scattering Passive Linear Systems”. In: SIAM Journal on Control and Optimization 50.5 (2012), pp. 3083–3112. doi: 10.1137/110846403.

Staffans, O. J. “On scattering passive system nodes and maximal scattering dissipative operators”. In: Proceedings of the American Mathematical Society (2012). doi: 10.1090/S0002-9939-2012-11887-8.

Sunnåker, M., A. G. Busetto, E. Numminen, J. Corander, M. Foll, and C. Dessimoz. “Approximate Bayesian computation”. In: PLoS Computational Biology accepted for publication (2012).

Willems, R.J. L., J. Top, W. van Schaik, H. Leavis, M. Bonten, J. Sirén, W. P. Hanage, and J. Corander. “Restricted gene flow among hospital subpopulations of Enterococcus faecium”.In: mBio 3 (2012).

OSE RESEARCH GROUPABOUT THE

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OPTIMIZATION AND SYSTEMS ENGINEERING Åbo Akademi University, Biskopsgatan 8, FIN-20500 ÅBO, Finland

Phone: +358 (0)2 215 4460, Internet: www.abo.fi/ose, e-mail: ose@abo.fi

GROUP LEADERS

OPTIMIZATIONPROFESSOR TAPIO WESTERLUNDChairman of the OSE groupProcess Design and Systems EngineeringDepartment of Chemical Engineering

MATHEMATICAL STATISTICSPROFESSOR JUKKA CORANDERMathematics and StatisticsDepartment of Natural Sciences

SYSTEMS THEORYPROFESSOR GÖRAN HÖGNÄSMathematics and StatisticsDepartment of Natural Sciences

SYSTEMS ENGINEERINGPROFESSOR HANNU TOIVONENIndustrial Systems EngineeringDepartment of Information Technologies

LAYOUT: Andreas LundellTEXT: Andreas Lundell and Tapio Westerlund

ABOUT THIS ISSUE

The Optimization and Systems Engineering (OSE) group at Åbo Akademi University is an interdisciplinary research group focusing on theory, methods and algorithms in systems engineering, optimization and statistics, and their applications in science and engineering.

OSE bridges the systems engineering, systems theory and mathematical disciplines at Åbo Akademi University and the OSE group represents the kernel of expertise in this field at the University. The group was appointed a Center of Excellence within research at the university for the time-period 2010–14.

FOR MORE INFORMATION, VISIT THE OSE GROUP’S WEB SITE AT WWW.ABO.FI/OSE

KEY FIGURES 2010–2012PERSONNEL§7 professors§6 post doc researchers§19 PhD students (8 directly funded)

PUBLICATIONS§1 monograph§4 book chapters§70 peer-reviewed journal articles§16 articles in conference proceedings

INTERNATIONAL SCIENTIFIC PANEL

Forming a basis for the international collaboration, the OSE group has an international scientific panel consisting of top researchers in the field. The members are:

PROFESSOR IGNACIO GROSSMANN Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, USA

PROFESSOR CHRISTODOULOS FLOUDASDepartment of Chemical and Biological Engineering, Princeton University, USA

PROFESSOR STRATOS PISTIKOPOULOSDepartment of Chemical Engineering, Imperial College London, UK

PROFESSOR LEO LIBERTILaboratoire d'informatique, École Polytechnique, Paris, France

PROFESSOR MONTAZ ALISchool of Computational and Applied Mathematics, University of the Witwatersrand, Johannesburg, South-Africa

NEW PHD STUDENT

Johan Pensar was accepted as a PhD student in the OSE group starting from July 2013. His thesis has the topic “Context specific graphical models and their applications” and is supervised by professor Jukka Corander at the Department of Mathematics.